CME Australian Dollar Future December 2021
Trading Metrics calculated at close of trading on 02-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7126 |
0.7103 |
-0.0023 |
-0.3% |
0.7235 |
High |
0.7174 |
0.7120 |
-0.0054 |
-0.7% |
0.7274 |
Low |
0.7095 |
0.7085 |
-0.0010 |
-0.1% |
0.7113 |
Close |
0.7112 |
0.7089 |
-0.0023 |
-0.3% |
0.7128 |
Range |
0.0079 |
0.0035 |
-0.0044 |
-55.4% |
0.0161 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
109,018 |
89,143 |
-19,875 |
-18.2% |
378,782 |
|
Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7203 |
0.7181 |
0.7108 |
|
R3 |
0.7168 |
0.7146 |
0.7099 |
|
R2 |
0.7133 |
0.7133 |
0.7095 |
|
R1 |
0.7111 |
0.7111 |
0.7092 |
0.7105 |
PP |
0.7098 |
0.7098 |
0.7098 |
0.7095 |
S1 |
0.7076 |
0.7076 |
0.7086 |
0.7070 |
S2 |
0.7063 |
0.7063 |
0.7083 |
|
S3 |
0.7028 |
0.7041 |
0.7079 |
|
S4 |
0.6993 |
0.7006 |
0.7070 |
|
|
Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7654 |
0.7552 |
0.7217 |
|
R3 |
0.7493 |
0.7391 |
0.7172 |
|
R2 |
0.7332 |
0.7332 |
0.7158 |
|
R1 |
0.7230 |
0.7230 |
0.7143 |
0.7201 |
PP |
0.7171 |
0.7171 |
0.7171 |
0.7157 |
S1 |
0.7069 |
0.7069 |
0.7113 |
0.7040 |
S2 |
0.7010 |
0.7010 |
0.7098 |
|
S3 |
0.6849 |
0.6908 |
0.7084 |
|
S4 |
0.6688 |
0.6747 |
0.7039 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7210 |
0.7063 |
0.0147 |
2.1% |
0.0073 |
1.0% |
18% |
False |
False |
114,106 |
10 |
0.7294 |
0.7063 |
0.0231 |
3.3% |
0.0060 |
0.8% |
11% |
False |
False |
96,823 |
20 |
0.7473 |
0.7063 |
0.0410 |
5.8% |
0.0061 |
0.9% |
6% |
False |
False |
87,190 |
40 |
0.7557 |
0.7063 |
0.0494 |
7.0% |
0.0060 |
0.9% |
5% |
False |
False |
87,126 |
60 |
0.7557 |
0.7063 |
0.0494 |
7.0% |
0.0063 |
0.9% |
5% |
False |
False |
88,906 |
80 |
0.7557 |
0.7063 |
0.0494 |
7.0% |
0.0063 |
0.9% |
5% |
False |
False |
69,009 |
100 |
0.7557 |
0.7063 |
0.0494 |
7.0% |
0.0061 |
0.9% |
5% |
False |
False |
55,220 |
120 |
0.7721 |
0.7063 |
0.0658 |
9.3% |
0.0062 |
0.9% |
4% |
False |
False |
46,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7269 |
2.618 |
0.7212 |
1.618 |
0.7177 |
1.000 |
0.7155 |
0.618 |
0.7142 |
HIGH |
0.7120 |
0.618 |
0.7107 |
0.500 |
0.7103 |
0.382 |
0.7098 |
LOW |
0.7085 |
0.618 |
0.7063 |
1.000 |
0.7050 |
1.618 |
0.7028 |
2.618 |
0.6993 |
4.250 |
0.6936 |
|
|
Fisher Pivots for day following 02-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7103 |
0.7118 |
PP |
0.7098 |
0.7109 |
S1 |
0.7094 |
0.7099 |
|